Spline based survival model for credit risk modeling
Sirong Luo, Xiao Kong, Tingting Nie (School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China)
| Year of publication: |
16 September 2016
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| Authors: | Luo, Sirong ; Kong, Xiao ; Nie, Tingting |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 253.2016, 3 (16.9.), p. 869-879
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| Subject: | Retail banking | Credit risk scoring | Survival modeling | Regression spline | Kreditrisiko | Credit risk | Theorie | Theory | Regressionsanalyse | Regression analysis | Statistische Bestandsanalyse | Duration analysis | Privatkundengeschäft | Personal banking | Basler Akkord | Basel Accord |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.02.050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494111